New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation

Author:

Fernández ElenaORCID,Hinojosa YolandaORCID,Puerto JustoORCID,Saldanha-da-Gama Francisco

Funder

Ministry of Economy and Competitiveness

MINECO

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference33 articles.

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4. Fixed-cost transportation problems;Balinski;Naval Research Logistics Quaterly,1961

5. Robust discrete optimization and network flows;Bertsimas;Mathematical Programming Series B,2003

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